A superconvergent local discontinuous Galerkin method for nonlinear two-point boundary-value problems

In this paper, we present and analyze a superconvergent and high order accurate local discontinuous Galerkin (LDG) method for nonlinear two-point boundary-value problems (BVPs) of the form u ^″ = f (t, u), which arise in a wide variety of engineering applications. We prove the L ² stability of the LDG scheme and optimal L ² error estimates for the solution and for the auxiliary variable that approximates the first-order derivative. The order of convergence is proved to be p +?1, when piecewise polynomials of degree at most p are used. Our numerical experiments demonstrate optimal rates of convergence. Moreover, we show that the derivatives of the LDG solutions are superconvergent with order p +?1 toward the derivatives of Gausss-Radau projections of the exact solutions. Finally, we prove that the LDG solutions are superconvergent with order p +?3/2 toward Gauss-Radau projections of the exact solutions. Our computational results indicate that the observed numerical superconvergence rate is p +?2. Our proofs are valid for arbitrary regular meshes using piecewise polynomials of degree p ≥?1 and for the periodic, Dirichlet, and mixed boundary conditions. All proofs are valid under the hypotheses of the existence and uniqueness theorem for BVPs. Several numerical results are presented to validate the theoretical results.     

Multiscale discontinuous Petrov–Galerkin method for the multiscale elliptic problems

In this article, we present a new multiscale discontinuous Petrov–Galerkin method (MsDPGM) for multiscale elliptic problems. This method utilizes the classical oversampling multiscale basis in the framework of a Petrov–Galerkin version of the discontinuous Galerkin method, allowing us to better cope with multiscale features in the solution. MsDPGM takes advantage of the multiscale Petrov–Galerkin method (MsPGM) and the discontinuous Galerkin method (DGM). It can eliminate the resonance error completely and decrease the computational costs of assembling the stiffness matrix, thus, allowing for more efficient solution algorithms. On the basis of a new H² norm error estimate between the multiscale solution and the homogenized solution with the first‐order corrector, we give a detailed convergence analysis of the MsDPGM under the assumption of periodic oscillating coefficients. We also investigate a multiscale discontinuous Galerkin method (MsDGM) whose bilinear form is the same as that of the DGM but the approximation space is constructed from the classical oversampling multiscale basis functions. This method has not been analyzed theoretically or numerically in the literature yet. Numerical experiments are carried out on the multiscale elliptic problems with periodic and randomly generated log‐normal coefficients. Their results demonstrate the efficiency of the proposed method.     

An adaptive local discontinuous Galerkin method for nonlinear two-point boundary-value problems

Numerical Algorithms - In this paper, we propose an adaptive mesh refinement (AMR) strategy based on a posteriori error estimates for the local discontinuous Galerkin (LDG) method for nonlinear...     

A robust discontinuous Galerkin method for solving convection-diffusion problems

In this paper, a new DG method was designed to solve the model problem of the one-dimensional singularly-perturbed convection-diffusion equation. With some special chosen numerical traces, the existence and uniqueness of the DG solution is provided. The superconvergent points inside each element are observed. Particularly, the 2p ＋ 1-order superconvergence and even uniform superconvergence under layer-adapted mesh are observed numerically.     

A unified analysis of the local discontinuous Galerkin method for a class of nonlinear problems

In this paper we analyze the main features of the local discontinuous Galerkin method applied to nonlinear boundary value problems in the plane. We consider a class of nonlinear elliptic problems arising in heat conduction and fluid mechanics. The approach, which has been originally applied to several linear boundary value problems, is based on the introduction of additional unknowns given by the flux and the gradient of the temperature (velocity) for diffusion problems (fluid mechanics), and considers convex and nonconvex bounded domains with polygonal boundaries. Our present analysis unifies and simplifies the derivation of the results given in previous works. Several numerical examples are presented, which validate our theoretical results.     

A unified a posteriori error estimate of local discontinuous Galerkin approximations for reactive transport problems

To solve reactive transport problems in porous media, local discontinuous Galerkin (LDG) approximations are investigated. Based on the duality technique and the residual error notations, a unified a posteriori error estimate in L ²(L ²) norm is obtained, which is usually used for guiding anisotropic and dynamic mesh adaptivity.     

对流扩散方程的时空间断有限元方法

研究对流扩散方程的时空间断Galerkin有限元方法,该方法采用时,空两个变量都允许间断的基函数,更适用于移动网格,自适应算法以及并行计算.本文利用拉格朗日欧拉方法,采用F.Brezzi数值流通量,给出对流扩散方程的间断时空有限元离散格式,并证明格式的相容性,强制性,稳定性,解的存在唯一性,以及总体误差估计.     

Analysis of a fully discrete local discontinuous Galerkin method for time-fractional fourth-order problems

In this paper, we propose and analyze a fully discrete local discontinuous Galerkin (LDG) finite element method for time-fractional fourth-order problems. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. Stability is ensured by a careful choice of interface numerical fluxes. We prove that our scheme is unconditional stable and convergent. Numerical examples are shown to illustrate the efficiency and accuracy of our scheme.     

Online adaptive local multiscale model reduction for heterogeneous problems in perforated domains

In this paper, we develop and analyze an adaptive multiscale approach for heterogeneous problems in perforated domains. We consider commonly used model problems including the Laplace equation, the elasticity equation, and the Stokes system in perforated regions. In many applications, these problems have a multiscale nature arising because of the perforations, their geometries, the sizes of the perforations, and configurations. Typical modeling approaches extract average properties in each coarse region, that encapsulate many perforations, and formulate a coarse-grid problem. In some applications, the coarse-grid problem can have a different form from the fine-scale problem, e.g. the coarse-grid system corresponding to a Stokes system in perforated domains leads to Darcy equations on a coarse grid. In this paper, we present a general offline/online procedure, which can adequately and adaptively represent the local degrees of freedom and derive appropriate coarse-grid equations. Our approaches start with the offline procedure, which constructs multiscale basis functions in each coarse region and formulates coarse-grid equations. We presented the offline simulations without the analysis and adaptive procedures, which are needed for accurate and efficient simulations. The main contributions of this paper are (1) the rigorous analysis of the offline approach, (2) the development of the online procedures and their analysis, and (3) the development of adaptive strategies. We present an online procedure, which allows adaptively incorporating global information and is important for a fast convergence when combined with the adaptivity. We present online adaptive enrichment algorithms for the three model problems mentioned above. Our methodology allows adding and guides constructing new online multiscale basis functions adaptively in appropriate regions. We present the convergence analysis of the online adaptive enrichment algorithm for the Stokes system. In particular, we show that the online procedure has a rapid convergence with a rate related to the number of offline basis functions, and one can obtain fast convergence by a sufficient number of offline basis functions, which are computed in the offline stage. The convergence theory can also be applied to the Laplace equation and the elasticity equation. To illustrate the performance of our method, we present numerical results with both small and large perforations. We see that only a few (1 or 2) online iterations can significantly improve the offline solution.     

A selective immersed discontinuous Galerkin method for elliptic interface problems

This article proposes a selective immersed discontinuous Galerkin method based on bilinear immersed finite elements (IFE) for solving second‐order elliptic interface problems. This method applies the discontinuous Galerkin formulation wherever selected, such as those elements around an interface or a singular source, but the regular Galerkin formulation everywhere else. A selective bilinear IFE space is constructed and applied to the selective immersed discontinuous Galerkin method based on either the symmetric or nonsymmetric interior penalty discontinuous Galerkin formulation. The new method can solve an interface problem by a rectangular mesh with local mesh refinement independent of the interface even if its geometry is nontrivial. Meanwhile, if desired, its computational cost can be maintained very close to that of the standard Galerkin IFE method. It is shown that the selective bilinear IFE space has the optimal approximation capability expected from piecewise bilinear polynomials. Numerical examples are provided to demonstrate features of this method, including the effectiveness of local mesh refinement around the interface and the sensitivity to the penalty parameters. Copyright © 2013 John Wiley & Sons, Ltd.     

Local discontinuous Galerkin method for parabolic interface problems

In this paper, the minimal dissipation local discontinuous Galerkin method is studied to solve the parabolic interface problems in two-dimensional convex polygonal domains. The interface may be arbitrary smooth curves. The proposed method is proved to be L2 stable and the order of error estimates in the given norm is O(h|logh1|/2). Numerical experiments show the efficiency and accuracy of the method.     

A new approach for admissibility analysis of the direct discontinuous Galerkin method through Hilbert matrices

This article continues the study of the so‐called direct discontinuous Galerkin (DDG) method for diffusion problems as developed in [Liu and Yan, SIAM J Numer Anal 47 (2009), 475–698;, Liu and Yan, Commun Comput Phys 8 (2010), 541–564; C. Vidden and J. Yan, J Comput Math 31 (2013), 638–662; H. Liu, Math Comp (in press)]. A key feature of the DDG method lies with the numerical flux design which includes two (or more) free parameters. This article identifies the class of all admissible numerical flux choices (Theorem 2.2) for degree n polynomial approximations for the symmetric DDG method [C. Vidden and J. Yan, J Comput Math 31 (2013), 638–662], guaranteeing stability of the resulting method. Our main contribution is the new technique of analysis for the DDG admissibility condition. The strategy is to directly evaluate the admissibility condition (Lemma 2.4) by choosing a simple polynomial basis. The admissibility condition is then transformed into an eigenvalue problem resulting in showing needed properties of inverse Hilbert matrices (Lemma 2.3, Appendix). Numerical tests are provided to confirm theoretical results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 350–367, 2016     

A posteriori error estimates for discontinuous Galerkin methods of obstacle problems

We present a posteriori error analysis of discontinuous Galerkin methods for solving the obstacle problem, which is a representative elliptic variational inequality of the first kind. We derive reliable error estimators of the residual type. Efficiency of the estimators is theoretically explored and numerically confirmed.     

The local discontinuous Galerkin method for the Oseen equations

We introduce and analyze the local discontinuous Galerkin method for the Oseen equations of incompressible fluid flow. For a class of shape-regular meshes with hanging nodes, we derive optimal a priori estimates for the errors in the velocity and the pressure in - and negative-order norms. Numerical experiments are presented which verify these theoretical results and show that the method performs well for a wide range of Reynolds numbers.

     

An analysis of discontinuous Galerkin methods for elliptic problems

We study global and local behaviors for three kinds of discontinuous Galerkin schemes for elliptic equations of second order. We particularly investigate several a posteriori error estimations for the discontinuous Galerkin schemes. These theoretical results are applied to develop local/parallel and adaptive finite element methods, based on the discontinuous Galerkin methods. Dedicated to Dr. Charles A. Micchelli on the occasion of his 60th birthday with friendship and esteem Mathematics subject classifications (2000) 65N12, 65N15, 65N30. Aihui Zhou: Subsidized by the Special Funds for Major State Basic Research Projects, and also partially supported by National Science Foundation of China. Reinhold Schneider: Supported in part by DFG Sonderforschungsbereich SFB 393. Yuesheng Xu: Correspondence author. Supported in part by the US National Science Foundation under grants DMS-9973427 and CCR-0312113, by Natural Science Foundation of China under grant 10371122 and by the Chinese Academy of Sciences under program “Hundreds Distinguished Young Chinese Scientists”.     

Locking-free adaptive discontinuous Galerkin FEM for linear elasticity problems

An adaptive discontinuous Galerkin finite element method for linear elasticity problems is presented. We develop an a posteriori error estimate and prove its robustness with respect to nearly incompressible materials (absence of volume locking). Furthermore, we present some numerical experiments which illustrate the performance of the scheme on adaptively refined meshes.

     

Exponentially fitted discontinuous Galerkin schemes for singularly perturbed problems

New discontinuous Galerkin schemes in mixed form are introduced for symmetric elliptic problems of second order. They exhibit reduced connectivity with respect to the standard ones. The modifications in the choice of the approximation spaces and in the stabilization term do not spoil the error estimates. These methods are then used for designing new exponentially fitted schemes for advection dominated equations. The presented numerical tests show the good performances of the proposed schemes. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011